Market Microstructure
Oilers vs. Ducks →Spread Analysis
Best Bid
55.0¢
Best Ask
56.0¢
Spread
1.00¢
Spread %
1.80%
Midpoint
55.5¢
Liquidity
$573K
Order Flow
Total Trades
1,000
Avg Trade Size
25
Median Trade Size
5
Max Trade Size
2,084
Buy Trades
681
Sell Trades
319
Buy / Sell Ratio68.1% / 31.9%